+116.0%
CMS vs NLY
+81.8%
+34.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.9% | -4.0% | +2.1% | -0.8% |
| 30D | -4.1% | -5.2% | +1.1% | -2.6% |
| 3M | -7.1% | +2.8% | -9.9% | -7.9% |
| 6M | -10.1% | +4.2% | -14.3% | -11.4% |
| YTD | -1.7% | +4.7% | -6.4% | -3.4% |
| 1Y | -3.4% | +12.7% | -16.1% | -7.1% |
| 3Y | +31.6% | +62.5% | -31.0% | +12.5% |
| 5Y | +23.3% | +26.3% | -3.0% | +11.4% |
| All | +116.0% | +81.8% | +34.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling